Anic Equity¶

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Total return since start: 0.605 %¶

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Equity now: -----------------------------> 49033.85 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 41412.25 Kr¶

PnL: ---------------------------------------> -83.03 Kr¶

DD now: ---------------------------------> -7.693 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 10:03:01.754497'

Anic Portfolio¶

Today¶

Return: -0.546 %¶

This Week¶

Return: -0.546 %¶

Total portfolio value¶

Return including deposits: 60.524 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.280000 1671.300000 203.760000 13.880000 1467.540000
HEXPOL B 9 0.350000 1032.300000 14.400000 1.410000 1017.900000
JM 6 1.390000 874.200000 12.000000 1.390000 862.200000
BioGaia B 8 1.210000 939.200000 11.200000 1.210000 928.000000
Byggmax Group 33 0.620000 960.300000 5.940000 0.620000 954.360000
Platzer Fastigheter Holding B 12 0.500000 963.600000 4.800000 0.500000 958.800000
Atrium Ljungberg B 5 0.480000 937.500000 4.500000 0.480000 933.000000
Orrön Energy 180 0.000000 2040.300000 2.700000 0.130000 2037.600000
EQT 4 0.240000 831.600000 2.000000 0.240000 829.600000
Sagax B 4 0.190000 853.600000 1.600000 0.190000 852.000000
AcadeMedia 8 0.000000 402.800000 1.600000 0.400000 401.200000
Creaspac SPAC 39 -0.110000 3708.900000 0.000000 0.000000 3708.900000
Clas Ohlson B 12 -0.060000 970.200000 -0.600000 -0.060000 970.800000
ASSA ABLOY B 3 -0.120000 776.100000 -0.900000 -0.120000 777.000000
Catena 2 -0.150000 788.400000 -1.200000 -0.150000 789.600000
Hoist Finance 35 -0.180000 976.500000 -1.750000 -0.180000 978.250000
Gränges 9 -0.190000 924.300000 -1.800000 -0.190000 926.100000
Biotage 7 -0.220000 937.300000 -2.100000 -0.220000 939.400000
Bilia A 8 -0.440000 895.200000 -2.400000 -0.270000 897.600000
Sagax A 4 -1.400000 848.000000 -4.000000 -0.470000 852.000000
OX2 13 -1.030000 937.950000 -9.750000 -1.030000 947.700000
Hexatronic Group 12 -1.070000 954.240000 -10.320000 -1.070000 964.560000
Alimak Group 11 -1.430000 913.000000 -13.200000 -1.430000 926.200000
Nordic Waterproofing Holding 7 -1.740000 947.800000 -16.800000 -1.740000 964.600000
Addnode Group B 11 -2.160000 898.700000 -19.800000 -2.160000 918.500000
Latour B 4 -2.710000 832.000000 -23.200000 -2.710000 855.200000
Hexagon B 26 -0.680000 3428.100000 -23.400000 -0.680000 3451.500000
BHG Group 97 -1.870000 1428.810000 -26.190000 -1.800000 1455.000000
Indutrade 5 -2.220000 1187.500000 -27.000000 -2.220000 1214.500000
Bufab 3 -2.930000 1074.000000 -32.400000 -2.930000 1106.400000
VEF 909 -2.160000 1812.550000 -32.720000 -1.770000 1845.270000
INVISIO 16 -1.090000 3640.000000 -40.000000 -1.090000 3680.000000
Vitec Software Group B 2 -5.350000 1026.000000 -58.000000 -5.350000 1084.000000
TOTAL 41412.250000 -83.030000 -7.69291% 41495.280000

Updated:¶

'2023-07-03 10:03:19.420399'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶